.
Lepinette-Denis, Emmanuel's
Scholarly Papers
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column.
Aggregate Statistics
Total 442
Total Citations 4
1.
Guasoni, Paolo Boston University - Department of Mathematics and Statistics
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
Rasonyi, Miklos University of Edinburgh - School of Mathematics
Posted:
23 Mar 11
Last Revised:
15 Apr 12
171(87,009)
4
Arbitrage, Fundamental Theorem of Asset Pricing, Transaction Costs, Admissible Strategies, Finite Variation
2.
Kabanov, Youri Universite de Franche-Comte
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
DeValière, Dimitri affiliation not provided to SSRN
32(238,182)
transaction costs, American option, hedging, coherent price system
3.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
31(240,772)
Black–Scholes formula, transaction costs, Leland’s strategy, approximate hedging
4.
Mean Square Error and Limit Theorem for the Modi fied Leland Hedging Strategy with a
Constant Transaction Costs Coefficient
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Darses, Sebastien affiliation not provided to SSRN
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
Posted:
13 Apr 12
Last Revised:
24 Jul 12
29(246,199)
Darses, Sebastien affiliation not provided to SSRN
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
11
asymptotic hedging, Leland-Lott strategy ,transaction costs, martingale limit theorem
Darses, Sebastien affiliation not provided to SSRN
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
18
asymptotic hedging, Leland-Lott strategy, transaction costs, Martingale limit theorem
5.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
25(258,299)
Black–Scholes formula, transaction costs, Leland’s strategy, approximate hedging
6.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
Ostafe, Lavinia University of Vienna
25(258,299)
large financial market, asymptotic arbitrage, transaction costs, contiguity
7.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
23(265,097)
transaction costs, arbitrage, no free lunch, consistent price systems, set, valued processes, Martingales
8.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
Kabanov, Youri Universite de Franche-Comte
19(278,945)
Black-Scholes formula, European option, transaction costs, Leland strategy, Lott strategy, approximate hedging, Martingale limit theorem, diffusion approximation
9.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
Tahar, Imen Ben Université Paris-Dauphine - CEREMADE
18(282,470)
10.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
Quoc, Tuan Tran Université Paris-Dauphine
16(289,661)
11.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
14(296,818)
general arbitrage, random cones, continuous trading, hedging theorem
12.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
Kabanov, Youri Universite de Franche-Comte
14(296,818)
transaction costs, arbitrage, no free lunch, consistent price systems, set-valued processes, Martingales
13.
Darses, Sebastien affiliation not provided to SSRN
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
7(319,872)
quasi-linear parabolic PDEs, hyperbolic systems, vanishing viscosity method, smooth solutions, stochastic calculus, Feynman-Kac formula, Girsanov’s theorem
14.
Elie, Romuald Université Paris-Dauphine - CEREMADE
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
6(322,726)
15.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
Bouchard, Bruno Université Paris-Dauphine - CEREMADE
Taflin, Erik EISTI
Posted:
30 Mar 13
Last Revised:
02 Apr 13
6(322,726)
16.
Kabanov, Youri Universite de Franche-Comte
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
4(328,307)
Preference Relation, Partial Order, Random cones, Transaction costs, American option, Hedging
17.
Kabanov, Youri Universite de Franche-Comte
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
2(336,111)
18.
Aboura, Sofiane Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
.
Lepinette-Denis, Emmanuel's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Aggregate Statistics
Total 4
Total Citations 0
1.
Lepinette-Denis, Emmanuel Université Paris-Dauphine - CEREMADE
Posted:
13 Apr 12
Last Revised:
30 Apr 12
4
Black-Scholes formula, transaction costs, Leland's strategy, approximate hedging
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